Cr2(NCN)3 features high specific capacity and fast electrical conductivity, making it a promising anode candidate for Li‐ion batteries. However, inherent chemical and structural metastability severely restrict its capacity output and cycle life, resulting in unsatisfactory battery performance. Here we use its thermal instability characteristic and propose a thermal controlled structural coordination strategy to in‐situ construct a Cr2(NCN)3/CrN heterostructure. Systematic studies reveal the thermodynamic structural evolution of Cr2(NCN)3 under precise temperature regulation, as well as the essential relevancy between electrochemical properties and crystalline structures. An optimal Cr2(NCN)3/CrN heterostructural composite obtained at 690 °C features uniform two‐phase recombination with abundant grain boundaries enables promising electrochemical performance, exhibiting a high reversible discharge capacity (760 mAh g−1) and a good cycle performance (75% retention after 100 cycles). It is worth noting that the above performance is significantly improved over unmodified pure transition metal carbodiimides or metal nitride anodes. This study provides a simple and universal structural regulation strategy for transition metal carbodiimides that utilizes their thermal sensitivity to synchronously construct synergistic transition metal carbodiimides/transition metal nitrides heterostructures, promoting their potential applications in Li‐ion batteries.